+32.6%
BMY vs ES
+1.3%
+31.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | +10.0% | +8.2% | +1.8% | +7.2% |
| 3M | -1.2% | +0.6% | -1.8% | -1.6% |
| 6M | +12.8% | +6.0% | +6.8% | +10.8% |
| YTD | +20.7% | +9.3% | +11.3% | +18.6% |
| 1Y | +32.6% | +1.1% | +31.5% | +32.6% |
| All | +32.6% | +1.3% | +31.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling